We have visited most of the resorts and have never had a problem with it.
When you drive up to the guard shack, just tell them you want to look around (or have meal reservations or recreation reservations, etc, whatever is the truth). Depending on the resort, you will probably be issued a three hour parking permit (especially the MK resorts). That should be plenty of time to stroll around and take in the sights, have a meal, whatever. Boardwalk does not usually require parking permits due to the many Boardwalk activities.
Our last trip was nothing but resort visits. We had parasailing reservations at the Contemporary, got a 3 hour pass and still had time to tour the hotel. In fact, we asked at the front desk if we could see a room (just curious) and someone gave us about a 30 minute tour of the entire resort! We saw a room, the restaurants, the observation deck, the pools/marina, the shops, just about everything. Just be nice about it if you are interested. On our honeymoon (staying at BWI), we toured the GF the same way, but traveled by golf cart, courtesy of the front desk.
There are tons of guests that visit the resorts for various reasons. In my opinion, they are attractions to themselves.
Have fun!